+146.0%
WMT vs FGI
-69.8%
+215.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +0.1% | +5.2% | -5.0% | +0.1% |
| 30D | -5.0% | +65.2% | -70.2% | -4.9% |
| 3M | -11.3% | +30.2% | -41.5% | -11.2% |
| 6M | -13.8% | +87.8% | -101.6% | -13.7% |
| YTD | -4.2% | +32.5% | -36.7% | -4.2% |
| 1Y | +4.6% | +93.6% | -89.0% | +4.8% |
| 3Y | +100.5% | -2.6% | +103.1% | +103.2% |
| All | +146.0% | -69.8% | +215.8% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling